+1,402.1%
ECL vs XPO
+10,073.3%
-8,671.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.5% | +6.9% | -7.3% | -1.2% |
| 30D | +6.6% | +4.1% | +2.5% | +6.1% |
| 3M | +9.6% | -9.7% | +19.4% | +10.7% |
| 6M | +21.6% | -3.8% | +25.4% | +21.7% |
| YTD | +16.9% | +38.8% | -21.9% | +12.2% |
| 1Y | +17.9% | +34.2% | -16.4% | +13.4% |
| 3Y | +76.5% | +126.9% | -50.4% | +57.5% |
| 5Y | +36.6% | +297.5% | -260.9% | +12.8% |
| 10Y | +193.2% | +1,260.5% | -1,067.3% | +116.5% |
| All | +1,402.1% | +10,073.3% | -8,671.1% | +884.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling